CFTC Commitment of Traders released September 18, 2015:

  • EUR shorts 84K vs 82K shorts prior week
  • GBP shorts 4K vs. 18K shorts prior week
  • JPY shorts 27K vs 7K shorts prior week
  • CAD shorts 47K vs 49K shorts prior week
  • CHF longs 4K vs. 7K shorts prior week
  • AUD shorts 41K vs 47K shorts prior week
  • NZD shorts 2K vs 11K shorts prior week
  • DXY longs 40K vs 53K longs prior week
  • All data from the close on Tuesday

Yen shorts were curbed sharply in the previous three weeks but they rebounded this week despite likely safe haven demand in CHF.